For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 11.42% | -3.63% | -28.54% |
| Price Trend ⓘ | 0.60 | -0.23 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.15% | 39.83% | 50.75% |
| Max Drawdown ⓘ | -13.25% | -36.51% | -46.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | -0.14 | -0.65 |
| Calmar Ratio ⓘ | 0.86 | -0.10 | -0.61 |
| Sortino Ratio ⓘ | 1.09 | -0.15 | -0.78 |